Pricing Models of Volatility Products and Exotic Variance Derivatives, Hardback/Wendong Zheng

This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. . Publisher: Taylor & Francis Ltd Author(s): Wendong Zheng Number of pages: 268 Collection: Chapman and Hall/CRC Financial Mathematics Series Publication date: 2022 Dimensions: 240 x 203 x 23 Cover type: Hardback